Recent content by AnEdge

I focus on automated trading of US Equities, Options and Futures. My holding times are intraday to about 7 days and I have been doing this for many years. I use R for my research and have a java framework for backtesting. Over the years I have worked with many data vendors including Reuters...

I am testing it at the moment...it is early stages, so it is a little rough around the edges but the core software is really solid. I have downloaded all source code and have been going through it. The only thing that comes close is Welcome to ActiveQuant! | ACTIVEQUANT . If you want a real...

If you are serious about developing a real quality automated system then check out the open source java platform at Marketcetera Trading Platform: index .... but you will need to be a software professional to use it as it is aimed at small hedge funds which would have a FT developer to code up...

Hi, Just to add a little more perspective on Level II, which has already (and accurately covered here). As stated, it used to be really useful before decimalization...many day traders made a living off using Level II and SOES trading (sending an order for upto 1000 shares and being guaranteed...

With the recent clampdown by the SEC, you are also putting your capital at risk with any firm that is trying to circumnavigate the Trading Pattern rules or acting like an unregistered Broker Dealer. So check out the firm and make sure they are registed BD, or if not how are they providing you...

Hi, You really DO NOT want to get into floor trading...I am not knocking floor traders, it requires a skill set and on your feet thinking that I would never be able to do. The problem is that everything is going electronic and floor trading is being replaced by electronic markets. Within 5-10...

Please confirm that you mean a consolidated 1 second bar based on tick data during that second ? This will also require you to have a tick by tick data feed.

Another way is to rent a PC in a data center close to the exchange/data feed you are using a state of the art data center. Then connect to the PC/server remotely...that way, your connection can go down but you still have the PC/server up and running. Plus it will be connected to multiple ISP...

1. "Hacking Together" - even you do a mashup of what is out there this is still a lot of work. 2. "Competition". There are a fair number of packages out there already doing this.

Do you mean you want a Broker Dealer to do execution only for you, while you have your account at Prime Broker ??? Your question is not clear and quite honestly, it would not make sense for you to be asking in this forum since typically minimums for the fund to have would be AUM of $20M+ for a...

IB is pretty good for automated and algo trading. They give you access to a really wide range of markets. I would not call them a really low latency execution brokerage. It depends on the type of trading you are doing...if want you really need is low cost, fast execution and you have the...

Hi, Basically, when trading options you are trading two things: movement in the underlying and Implied Volatility (for the experts out there, I realize this is a simplification and would be happy to discuss different pricing models). I do not know what you are studying, but please read these...

Goto EliteTrader.com and read all the reviews and thoughts/comments on software...you will quickly learn more than you need to, to select a couple of packages to explore. I am assuming you mean charting software....

The Hedge Fund industry is not going to collapse or disappear but is having a overdue shakeout...too many people chasing too few (or copying others) strategies using too much leverage. We are in the middle of a generational change in the way that the financial markets are regulated (wait till...

People, PLEASE READ the forum thread...irrespective of Steve's capabilities, any information you are paying for is useless as it only gives you an entry point. This is like being given a car without an engine...you are better off figuring out your own entry/exit points even if it is using a...